+324.5%
ZETA vs FFIV
+65.1%
+259.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.9% | +6.8% | +7.0% |
| 7D | +18.8% | -2.9% | +21.7% | +21.7% |
| 30D | +12.6% | -32.4% | +45.0% | +47.1% |
| 3M | +29.5% | -22.7% | +52.2% | +49.9% |
| 6M | +128.6% | -10.7% | +139.3% | +135.0% |
| YTD | +85.5% | +25.4% | +60.1% | +42.7% |
| 1Y | +90.6% | +34.2% | +56.4% | +38.7% |
| 3Y | +358.0% | +101.2% | +256.8% | +136.4% |
| 5Y | +282.0% | +42.0% | +240.0% | +146.7% |
| All | +324.5% | +65.1% | +259.4% | +168.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FFIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling